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Callaway Golf Company CALY

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Market datapartial · fetched 2026-10-22T15:11:38.861Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T15:11:35.01596786Z

FundamentalsAlpha Vantage · unavailable

Share price$14.30
1D+1.0%
$14.14$14.22$14.30$14.37$14.455:30 AM6:30 AM9:00 AM1:00 PMCALY
Sold putSold call

Callaway Golf Company options

Live interpolated CALY call and put midpoint premiums by absolute delta.Callaway Golf Company$0.18$0.88$1.59$2.29$3.00$11.55$12.96$14.38$15.79$17.2120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CALY spot · $14.29CALY PRICE$0.25$0.33$0.41$0.48$0.56$0.74$0.95$1.16$1.37$1.57$1.78$1.99$2.24$0.29$0.41$0.53$0.65$0.77$0.89$1.01$1.12$1.28$1.66$2.04$2.42$2.80
PutsExpensive1.54×
CallsExpensive1.79×
SkewBullish-4.05 pp
Implied moveBearish±$1.96
TiltBearish6.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ16.9057.7%20.0%12.6755.9%13.4%
25Δ16.4556.5%17.3%12.9655.4%12.2%
30Δ15.9955.3%14.7%13.2654.9%10.9%
35Δ15.5454.1%12.1%13.5654.5%9.7%
40Δ15.0852.9%9.4%13.8654.0%8.4%
45Δ14.7454.1%8.3%14.1553.5%7.2%
50Δ14.4156.0%7.5%14.4553.0%5.9%
55Δ14.0957.8%6.7%14.7552.5%4.7%
60Δ13.7659.7%5.8%15.0752.3%3.6%
65Δ13.4461.5%5.0%15.5353.6%3.0%
70Δ13.1163.3%4.2%15.9854.9%2.5%
75Δ12.7965.2%3.4%16.4456.2%1.9%
80Δ12.4366.8%2.6%16.8957.5%1.4%

20Δ

Calls
Pseudo strike
16.90
IV
57.7%
B/E move
20.0%
Puts
Pseudo strike
12.67
IV
55.9%
B/E move
13.4%

25Δ

Calls
Pseudo strike
16.45
IV
56.5%
B/E move
17.3%
Puts
Pseudo strike
12.96
IV
55.4%
B/E move
12.2%

30Δ

Calls
Pseudo strike
15.99
IV
55.3%
B/E move
14.7%
Puts
Pseudo strike
13.26
IV
54.9%
B/E move
10.9%

35Δ

Calls
Pseudo strike
15.54
IV
54.1%
B/E move
12.1%
Puts
Pseudo strike
13.56
IV
54.5%
B/E move
9.7%

40Δ

Calls
Pseudo strike
15.08
IV
52.9%
B/E move
9.4%
Puts
Pseudo strike
13.86
IV
54.0%
B/E move
8.4%

45Δ

Calls
Pseudo strike
14.74
IV
54.1%
B/E move
8.3%
Puts
Pseudo strike
14.15
IV
53.5%
B/E move
7.2%

50Δ

Calls
Pseudo strike
14.41
IV
56.0%
B/E move
7.5%
Puts
Pseudo strike
14.45
IV
53.0%
B/E move
5.9%

55Δ

Calls
Pseudo strike
14.09
IV
57.8%
B/E move
6.7%
Puts
Pseudo strike
14.75
IV
52.5%
B/E move
4.7%

60Δ

Calls
Pseudo strike
13.76
IV
59.7%
B/E move
5.8%
Puts
Pseudo strike
15.07
IV
52.3%
B/E move
3.6%

65Δ

Calls
Pseudo strike
13.44
IV
61.5%
B/E move
5.0%
Puts
Pseudo strike
15.53
IV
53.6%
B/E move
3.0%

70Δ

Calls
Pseudo strike
13.11
IV
63.3%
B/E move
4.2%
Puts
Pseudo strike
15.98
IV
54.9%
B/E move
2.5%

75Δ

Calls
Pseudo strike
12.79
IV
65.2%
B/E move
3.4%
Puts
Pseudo strike
16.44
IV
56.2%
B/E move
1.9%

80Δ

Calls
Pseudo strike
12.43
IV
66.8%
B/E move
2.6%
Puts
Pseudo strike
16.89
IV
57.5%
B/E move
1.4%

Options history

CALY48.1448.6549.162026-10-20: 48.21%2026-10-21: 49.09%Oct 20Oct 21
Table
DateIV
48.21%
49.09%